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UCYB vs. UVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UCYB vs. UVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Nasdaq Cybersecurity (UCYB) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UCYB achieves a 51.10% return, which is significantly higher than UVXY's -23.07% return.


UCYB

1D
-1.99%
1M
61.03%
YTD
51.10%
6M
38.20%
1Y
37.94%
3Y*
43.47%
5Y*
18.13%
10Y*

UVXY

1D
-4.95%
1M
-26.21%
YTD
-23.07%
6M
-39.47%
1Y
-74.10%
3Y*
-64.78%
5Y*
-68.23%
10Y*
-72.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UCYB vs. UVXY - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UCYB
ProShares Ultra Nasdaq Cybersecurity
51.10%9.41%28.84%68.85%-55.15%29.50%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
-23.07%-65.32%-50.90%-87.70%-44.81%-87.57%

Correlation

The correlation between UCYB and UVXY is -0.34, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.34

Correlation (3Y)
Calculated over the trailing 3-year period

-0.48

Correlation (5Y)
Calculated over the trailing 5-year period

-0.51

Correlation (All Time)
Calculated using the full available price history since Jan 22, 2021

-0.51

The correlation between UCYB and UVXY shifts across timeframes, from -0.51 (5 years) to -0.34 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UCYB vs. UVXY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UCYB
UCYB Risk / Return Rank: 2222
Overall Rank
UCYB Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
UCYB Sortino Ratio Rank: 2525
Sortino Ratio Rank
UCYB Omega Ratio Rank: 2525
Omega Ratio Rank
UCYB Calmar Ratio Rank: 2020
Calmar Ratio Rank
UCYB Martin Ratio Rank: 1818
Martin Ratio Rank

UVXY
UVXY Risk / Return Rank: 11
Overall Rank
UVXY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
UVXY Sortino Ratio Rank: 11
Sortino Ratio Rank
UVXY Omega Ratio Rank: 11
Omega Ratio Rank
UVXY Calmar Ratio Rank: 00
Calmar Ratio Rank
UVXY Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

UCYB vs. UVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Nasdaq Cybersecurity (UCYB) and ProShares Ultra VIX Short-Term Futures ETF (UVXY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


UCYBUVXYDifference
Sharpe ratioReturn per unit of total volatility

+1.65

Sortino ratioReturn per unit of downside risk

+2.99

Omega ratioGain probability vs. loss probability

1.17

0.81

+0.36

Calmar ratioReturn relative to maximum drawdown

0.89

-0.97

+1.86

Martin ratioReturn relative to average drawdown

1.97

-1.33

+3.30

UCYB vs. UVXY - Sharpe Ratio Comparison

The current UCYB Sharpe Ratio is 0.77, which is higher than the UVXY Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of UCYB and UVXY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


UCYBUVXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

-0.88

+1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

-0.66

+1.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

-0.68

+0.98

Drawdowns

UCYB vs. UVXY - Drawdown Comparison

The maximum UCYB drawdown since its inception was -62.69%, smaller than the maximum UVXY drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UCYB and UVXY.


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Drawdown Indicators


UCYBUVXYDifference

Max Drawdown

Largest peak-to-trough decline

-62.69%

-100.00%

+37.31%

Max Drawdown (1Y)

Largest decline over 1 year

-43.04%

-76.19%

+33.15%

Max Drawdown (3Y)

Largest decline over 3 years

-43.04%

-95.25%

+52.21%

Max Drawdown (5Y)

Largest decline over 5 years

-62.69%

-99.69%

+37.00%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

Current Drawdown

Current decline from peak

-8.02%

-100.00%

+91.98%

Average Drawdown

Average peak-to-trough decline

-27.47%

-98.55%

+71.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.33%

55.83%

-36.50%

Volatility

UCYB vs. UVXY - Volatility Comparison

ProShares Ultra Nasdaq Cybersecurity (UCYB) has a higher volatility of 22.45% compared to ProShares Ultra VIX Short-Term Futures ETF (UVXY) at 12.26%. This indicates that UCYB's price experiences larger fluctuations and is considered to be riskier than UVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UCYBUVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.45%

12.26%

+10.19%

Volatility (6M)

Calculated over the trailing 6-month period

42.18%

62.79%

-20.61%

Volatility (1Y)

Calculated over the trailing 1-year period

49.53%

84.51%

-34.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.95%

103.82%

-53.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.63%

113.81%

-64.18%

UCYB vs. UVXY - Expense Ratio Comparison

UCYB has a 0.97% expense ratio, which is higher than UVXY's 0.95% expense ratio.


Dividends

UCYB vs. UVXY - Dividend Comparison

UCYB's dividend yield for the trailing twelve months is around 1.43%, while UVXY has not paid dividends to shareholders.


PositionTTM20252024202320222021
UCYB
ProShares Ultra Nasdaq Cybersecurity
1.43%1.90%2.16%0.56%0.00%0.91%
UVXY
ProShares Ultra VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UCYB and UVXY have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UCYB has higher volatility (22.45%) compared to UVXY (12.26%). In terms of maximum drawdown, UCYB dropped -62.69% vs UVXY's -100.00%.

On 5-year performance, UCYB leads with 18.13% vs -68.23% for UVXY. On fees, UVXY is cheaper at 0.95% per year. On volatility, UVXY has been the lower-risk option at 12.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UCYB has performed better with a 18.13% return vs -68.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UVXY is cheaper with a 0.95% expense ratio, compared with 0.97% for UCYB.

UCYB has the higher dividend yield at 1.43%, compared with 0.00% for UVXY.

UCYB is categorized as Leveraged Equities, while UVXY is Volatility. UCYB tracks Nasdaq CTA Cybersecurity Index (200%), while UVXY tracks S&P 500 VIX SHORT-TERM FUTURES TR (150%). Their fees differ too: 0.97% for UCYB and 0.95% for UVXY.

UCYB currently has the higher Sharpe Ratio (0.77 vs -0.88), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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